scholarly journals UNIFORM ASYMPTOTICS FOR THE FINITE-TIME RUIN PROBABILITY IN A GENERAL RISK MODEL WITH PAIRWISE QUASI-ASYMPTOTICALLY INDEPENDENT CLAIMS AND CONSTANT INTEREST FORCE

2013 ◽  
Vol 50 (2) ◽  
pp. 611-626 ◽  
Author(s):  
Qingwu Gao ◽  
Yang Yang
Keyword(s):  
Finite Time ◽  
Ruin Probability ◽  
Risk Model ◽  
Uniform Asymptotics ◽  
Finite Time Ruin Probability ◽  
Interest Force ◽  
Constant Interest Force ◽  
Constant Interest

Finite Time Ruin Probability of the Compound Renewal Model with Constant Interest Rate and Weakly Negatively Dependent Claims with Heavy Tails

2015 ◽  
Vol 17 (01) ◽  
pp. 1540011
Author(s):  
K. K. Thampi
Keyword(s):  
Finite Time ◽  
Ruin Probability ◽  
Heavy Tails ◽  
Risk Model ◽  
Finite Time Ruin Probability ◽  
Interest Force ◽  
Constant Interest Force ◽  
Renewal Risk ◽  
Constant Interest Rate ◽  
Constant Interest

This paper establishes a simple asymptotic formula for the finite time ruin probability of a compound renewal risk model with constant interest force. We assume that the claim sizes are Weakly Negatively Dependent (WND) and identically distributed random variables belonging to the class of regularly varying tails. The results obtained have extended and improved some corresponding results of related papers.

scholarly journals The finite-time ruin probability of the compound Poisson model with constant interest force

2005 ◽  
Vol 42 (03) ◽  
pp. 608-619 ◽  
Author(s):  
Qihe Tang
Keyword(s):  
Finite Time ◽  
Ruin Probability ◽  
Poisson Model ◽  
Compound Poisson ◽  
Finite Time Ruin Probability ◽  
Compound Poisson Model ◽  
Interest Force ◽  
Constant Interest Force ◽  
Claim Size Distribution ◽  
Constant Interest

In this paper, we establish a simple asymptotic formula for the finite-time ruin probability of the compound Poisson model with constant interest force and subexponential claims in the case that the initial surplus is large. The formula is consistent with known results for the ultimate ruin probability and, in particular, is uniform for all time horizons when the claim size distribution is regularly varying tailed.

scholarly journals The finite-time ruin probability of the compound Poisson model with constant interest force

2005 ◽  
Vol 42 (3) ◽  
pp. 608-619 ◽  
Author(s):  
Qihe Tang
Keyword(s):  
Finite Time ◽  
Ruin Probability ◽  
Poisson Model ◽  
Compound Poisson ◽  
Finite Time Ruin Probability ◽  
Compound Poisson Model ◽  
Interest Force ◽  
Constant Interest Force ◽  
Claim Size Distribution ◽  
Constant Interest

In this paper, we establish a simple asymptotic formula for the finite-time ruin probability of the compound Poisson model with constant interest force and subexponential claims in the case that the initial surplus is large. The formula is consistent with known results for the ultimate ruin probability and, in particular, is uniform for all time horizons when the claim size distribution is regularly varying tailed.

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